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Update models in the README #946

Merged
merged 10 commits into from
May 28, 2024
Merged

Update models in the README #946

merged 10 commits into from
May 28, 2024

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candalfigomoro
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Add missing models to the README file:

  • NLinear
  • TSMixer
  • TSMixerx

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CLAassistant commented Mar 29, 2024

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All committers have signed the CLA.

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Thank you for your submission! We really appreciate it. Like many open source projects, we ask that you sign our Contributor License Agreement before we can accept your contribution.
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@candalfigomoro
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Should we also add Time-LLM? HINT?

@cchallu
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cchallu commented Apr 3, 2024

Thanks for this! We should wait a few days; we are adding the iTransformer and MLPMultivariate. Can you also add them once they are in the main branch?

@jmoralez
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I think we can move forward with this now and add BiTCN (#958).

@candalfigomoro
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Added more models:

  • iTransformer
  • MLPMultivariate
  • BiTCN
  • Time-LLM

Not sure about what to do with HINT, since it basically wraps other models.

TiDE can also be added when merged.

@jmoralez
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jmoralez commented May 7, 2024

We just merged DeepNPTS (#990)

@candalfigomoro
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@jmoralez Added

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@elephaint elephaint left a comment

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Thanks @candalfigomoro! Small comments:

  • Probabilistic forecasts are not supported for multivariate models.
  • Missing TSMixerx

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@candalfigomoro
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candalfigomoro commented May 8, 2024

@elephaint I think HINT is the only missing one. It's a little bit special. It should be multivariate but probabilistic forecast (!), no point forecast, yes Auto, exog depends on the base model. Structure also depends on the base model.

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@elephaint elephaint left a comment

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LGTM, thanks!

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@elephaint I think HINT is the only missing one. It's a little bit special. It should be multivariate but probabilistic forecast (!), no point forecast, yes Auto, exog depends on the base model. Structure also depends on the base model.

Agree, that's a bit an odd one. I'm playing with more of these types of weird ones, so it's still on my list. I think maybe a 'meta-model' category would make sense sometime.

@elephaint elephaint merged commit ec733dd into Nixtla:main May 28, 2024
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5 participants